+226.0%
GIS vs BIDU
+1,302.3%
-1,076.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | -1.4% |
| 7D | -8.3% | -2.4% | -5.8% | -8.2% |
| 30D | +2.2% | -15.6% | +17.8% | +2.6% |
| 3M | +15.7% | -22.3% | +38.0% | +16.5% |
| 6M | -12.0% | -22.3% | +10.3% | -11.5% |
| YTD | -15.0% | -29.2% | +14.2% | -14.4% |
| 1Y | -20.1% | -14.8% | -5.3% | -20.2% |
| 3Y | -34.6% | -31.8% | -2.8% | -34.6% |
| 5Y | -22.8% | -43.1% | +20.3% | -23.2% |
| 10Y | -18.5% | -50.6% | +32.1% | -20.1% |
| All | +226.0% | +1,302.3% | -1,076.3% | +164.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling